Resume
The following important optimization problems and methods of
solution are regarded.
- linear, discrete, stochastic, dynamic programming
- local and global methods of non-linear optimization
The most popular and efficient algorithms are discussed.
The optimization software is described.
The optimization in Banach spaces is considered as a connection
to the traditional calculus.
The theoretical aspects are regarded in connection with real-life aplications
considering four specific mathematical models.
- Portfolio problem (optimal investment)
- Duel model (optimal startegy of differential game)
- Bride's problem (optimal sequential decisions)
- Scheduling model (Bayesian heuristic approach)
Each student solves by computer at least one example of his\her choice.
The global optimization software GM UNIX and DOS versions are available
for all the students including the "PostScript" file of the
book describing the underlying theory and algorithms of solution,
see web-sites:
http://optimum2.mii.lt/
ir
http://soften.ktu.lt/~mockus